Volatility Forecasting with the Absolute Restricted Least Squares Models and the Information from the Option Markets
碩士 === 逢甲大學 === 財務金融學系碩士班 === 101 === This study investigates the volatility forecasting in two aspects, backward-looking and forward-looking forecast of volatility, using Taiwan stock exchange capitalization weighted stock index (TAIEX) and index option (TXO) as the research sample. The backward-l...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94083181145431270817 |